Code and Data Sample for JFE Article "The Jump Leverage Risk Premium"

Published: 26 September 2023| Version 2 | DOI: 10.17632/hgxc3rbzvm.2
Contributor:
viktor todorov

Description

This replication package includes data and code for generating key measures, Tables and Figures in the paper "The Jump Leverage Risk Premium".

Files

Steps to reproduce

please refer to README.pdf

Categories

Finance

Licence